+86.6%
KRE vs USAR
+74.0%
+12.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +1.3% | -2.1% | +3.4% | +1.3% |
| 30D | -2.7% | +2.6% | -5.3% | -2.8% |
| 3M | +8.2% | -35.0% | +43.2% | +8.8% |
| 6M | +12.8% | -6.9% | +19.7% | +12.5% |
| YTD | +17.5% | +48.0% | -30.5% | +16.1% |
| 1Y | +16.6% | +24.8% | -8.2% | +15.8% |
| 3Y | +79.5% | +73.2% | +6.2% | +86.1% |
| All | +86.6% | +74.0% | +12.6% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling